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Revision 4955 - (show annotations)
Tue May 20 04:33:15 2014 UTC (6 years, 4 months ago) by caltinay
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added pristine copy of cusplibrary (apache license) to be used by ripley.

1 /*
2 * Copyright 2008-2009 NVIDIA Corporation
3 *
4 * Licensed under the Apache License, Version 2.0 (the "License");
5 * you may not use this file except in compliance with the License.
6 * You may obtain a copy of the License at
7 *
8 * http://www.apache.org/licenses/LICENSE-2.0
9 *
10 * Unless required by applicable law or agreed to in writing, software
11 * distributed under the License is distributed on an "AS IS" BASIS,
12 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
13 * See the License for the specific language governing permissions and
14 * limitations under the License.
15 */
16
17 /*! \file bicg.h
18 * \brief Biconjugate Gradient (BiCG) method
19 */
20
21 #pragma once
22
23 #include <cusp/detail/config.h>
24
25 namespace cusp
26 {
27 namespace krylov
28 {
29 /*! \addtogroup iterative_solvers Iterative Solvers
30 * \addtogroup krylov_methods Krylov Methods
31 * \ingroup iterative_solvers
32 * \{
33 */
34
35 /*! \p bicg : Biconjugate Gradient method
36 *
37 * Solves the linear system A x = b using the default convergence criteria.
38 */
39 template <class LinearOperator,
40 class Vector>
41 void bicg(LinearOperator& A,
42 LinearOperator& At,
43 Vector& x,
44 Vector& b);
45
46 /*! \p bicgstab : Biconjugate Gradient method
47 *
48 * Solves the linear system A x = b without preconditioning.
49 */
50 template <class LinearOperator,
51 class Vector,
52 class Monitor>
53 void bicg(LinearOperator& A,
54 LinearOperator& At,
55 Vector& x,
56 Vector& b,
57 Monitor& monitor);
58
59 /*! \p bicg : Biconjugate Gradient method
60 *
61 * Solves the linear system A x = b with preconditioner \p M.
62 *
63 * \param A matrix of the linear system
64 * \param At conjugate tranpose of the matrix of the linear system
65 * \param x approximate solution of the linear system
66 * \param b right-hand side of the linear system
67 * \param monitor montiors iteration and determines stopping conditions
68 * \param M preconditioner for A
69 * \param Mt conjugate tranpose of the preconditioner for A
70 *
71 * \tparam LinearOperator is a matrix or subclass of \p linear_operator
72 * \tparam Vector vector
73 * \tparam Monitor is a monitor such as \p default_monitor or \p verbose_monitor
74 * \tparam Preconditioner is a matrix or subclass of \p linear_operator
75 *
76 * The following code snippet demonstrates how to use \p bicg to
77 * solve a 10x10 Poisson problem.
78 *
79 * \code
80 * #include <cusp/csr_matrix.h>
81 * #include <cusp/monitor.h>
82 * #include <cusp/krylov/bicg.h>
83 * #include <cusp/gallery/poisson.h>
84 *
85 * int main(void)
86 * {
87 * // create an empty sparse matrix structure (CSR format)
88 * cusp::csr_matrix<int, float, cusp::device_memory> A;
89 *
90 * // initialize matrix
91 * cusp::gallery::poisson5pt(A, 10, 10);
92 *
93 * // allocate storage for solution (x) and right hand side (b)
94 * cusp::array1d<float, cusp::device_memory> x(A.num_rows, 0);
95 * cusp::array1d<float, cusp::device_memory> b(A.num_rows, 1);
96 *
97 * // set stopping criteria:
98 * // iteration_limit = 100
99 * // relative_tolerance = 1e-6
100 * cusp::verbose_monitor<float> monitor(b, 100, 1e-6);
101 *
102 * // set preconditioner (identity)
103 * cusp::identity_operator<float, cusp::device_memory> M(A.num_rows, A.num_rows);
104 *
105 * // solve the linear system A x = b
106 * // because both A and M are hermitian we can use
107 * // them for their own conjugate transpose
108 * cusp::krylov::bicgstab(A, A, x, b, monitor, M, M);
109 *
110 * return 0;
111 * }
112 * \endcode
113 *
114 * \see \p default_monitor
115 * \see \p verbose_monitor
116 */
117 template <class LinearOperator,
118 class Vector,
119 class Monitor,
120 class Preconditioner>
121 void bicg(LinearOperator& A,
122 LinearOperator& At,
123 Vector& x,
124 Vector& b,
125 Monitor& monitor,
126 Preconditioner& M,
127 Preconditioner& Mt);
128 /*! \}
129 */
130
131 } // end namespace krylov
132 } // end namespace cusp
133
134 #include <cusp/krylov/detail/bicg.inl>
135

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